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Content
2017, Volume 80, Issue C
2017, Volume 79, Issue C
- 1-20 Elastic attention, risk sharing, and international comovements
by Li, Wei & Luo, Yulei & Nie, Jun
- 21-47 The government wage bill and private activity
by Bermperoglou, Dimitrios & Pappa, Evi & Vella, Eugenia
- 48-65 Continuous time ARMA processes: Discrete time representation and likelihood evaluation
by Thornton, Michael A. & Chambers, Marcus J.
- 66-78 Measurement errors and monetary policy: Then and now
by Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun
- 79-96 Sovereign risk, bank funding and investors’ pessimism
by Faia, Ester
- 97-125 Disaster risk and preference shifts in a New Keynesian model
by Isoré, Marlène & Szczerbowicz, Urszula
- 126-153 Health care reform or more affordable health care?
by Ferreira, Pedro Cavalcanti & Gomes, Diego B.P.
- 154-183 Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
by Lee, Kyungsub & Seo, Byoung Ki
- 184-200 On the optimal quantity of liquid bonds
by Huber, Samuel & Kim, Jaehong
2017, Volume 78, Issue C
- 1-25 The uncertainty multiplier and business cycles
by Saijo, Hikaru
- 26-53 On the initialization of adaptive learning in macroeconomic models
by Berardi, Michele & Galimberti, Jaqueson K.
- 54-87 Nonlinear effects of fiscal policy over the business cycle
by Biolsi, Christopher
- 88-101 Time allocation and home production technology
by Fang, Lei & Zhu, Guozhong
- 102-117 Social insurance, private health insurance and individual welfare
by Zhao, Kai
- 118-148 International endogenous growth, macro anomalies, and asset prices
by Grüning, Patrick
- 149-163 How should a local regime-switching model be calibrated?
by He, Xin-Jiang & Zhu, Song-Ping
- 164-189 Monetary and macroprudential policies in an estimated model with financial intermediation
by Gelain, Paolo & Ilbas, Pelin
- 190-205 Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish
by Massari, Filippo
2017, Volume 77, Issue C
- 1-25 Solving endogenous regime switching models
by Barthélemy, Jean & Marx, Magali
- 26-47 Bayesian estimation of agent-based models
by Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike
- 48-69 Revisiting the behavior of small and large firms during the 2008 financial crisis
by Kudlyak, Marianna & Sánchez, Juan M.
- 70-92 Dynamics in research joint ventures and R&D collaborations
by Samano, Mario & Santugini, Marc & Zaccour, Georges
- 93-110 The political intergenerational welfare state
by Bishnu, Monisankar & Wang, Min
- 111-133 Thomas Piketty and the rate of time preference
by Fischer, Thomas
- 134-156 On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas
by Flor, Michael A. & Klarl, Torben
- 157-179 On the optimal accumulation of renewable energy generation capacity
by Kollenbach, Gilbert
- 180-201 Empirical properties of a heterogeneous agent model in large dimensions
by Coqueret, Guillaume
- 202-229 Costly sequential experimentation and project valuation with an application to health technology assessment
by Thijssen, Jacco J.J. & Bregantini, Daniele
- 230-246 Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
by Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan
2017, Volume 76, Issue C
- 1-34 Composite habits and international transmission of business cycles
by Dmitriev, Alexandre
- 35-65 Financing flexibility: The case of outsourcing
by Di Corato, Luca & Moretto, Michele & Rossini, Gianpaolo
- 66-85 Relative pricing of binary options in live soccer betting markets
by Hofer, Vera & Leitner, Johannes
- 86-108 Equilibrium asset pricing with Epstein-Zin and loss-averse investors
by Guo, Jing & He, Xue Dong
- 109-135 Monitoring vulnerability and impact diffusion in financial networks
by Silva, Thiago Christiano & Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda
- 136-151 Equal risk pricing under convex trading constraints
by Guo, Ivan & Zhu, Song-Ping
- 152-170 Job flows, jobless recoveries, and the Great Moderation
by Faberman, R. Jason
- 171-201 Mortgage default in an estimated model of the U.S. housing market
by Lambertini, Luisa & Nuguer, Victoria & Uysal, Pinar
- 202-210 A Monte Carlo procedure for checking identification in DSGE models
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
- 211-231 Three types of robust Ramsey problems in a linear-quadratic framework
by Kwon, Hyosung & Miao, Jianjun
- 232-263 Flipping in the housing market
by Leung, Charles Ka Yui & Tse, Chung-Yi
- 264-284 Piecewise closed-loop equilibria in differential games with regime switching strategies
by Long, Ngo Van & Prieur, Fabien & Tidball, Mabel & Puzon, Klarizze
2017, Volume 75, Issue C
- 1-27 How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests
by Fang, Dawei & Holmén, Martin & Kleinlercher, Daniel & Kirchler, Michael
- 28-51 Labor market dynamics with endogenous labor force participation and on-the-job search
by Tüzemen, Didem
- 52-69 On the behavior of commodity prices when speculative storage is bounded
by Oglend, Atle & Kleppe, Tore Selland
- 70-90 Limelight on dark markets: Theory and experimental evidence on liquidity and information
by Berentsen, Aleksander & McBride, Michael & Rocheteau, Guillaume
- 91-113 Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework
by Cui, Xiangyu & Li, Duan & Shi, Yun
- 114-121 Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter
by Grant, Angelia L. & Chan, Joshua C.C.
- 122-135 Real options and contingent convertibles with regime switching
by Luo, Pengfei & Yang, Zhaojun
- 136-157 Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence
by Franta, Michal
- 158-181 New monetarism with endogenous product variety and monopolistic competition
by Silva, Mario
2017, Volume 74, Issue C
- 1-27 What is the globalisation of inflation?
by Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George & Osborn, Denise R.
- 28-55 Pure jump models for pricing and hedging VIX derivatives
by Li, Jing & Li, Lingfei & Zhang, Gongqiu
- 56-86 DSGE pileups
by Morris, Stephen D.
- 87-107 A general endogenous grid method for multi-dimensional models with non-convexities and constraints
by Druedahl, Jeppe & Jørgensen, Thomas Høgholm
- 108-128 Monetary policy shocks: We got news!
by Gomes, Sandra & Iskrev, Nikolay & Mendicino, Caterina
2016, Volume 73, Issue C
- 1-17 Bank equity and macroprudential policy
by Liu, Keqing
- 18-40 Self-fulfilling deflations
by Piazza, Roberto
- 41-60 What׳s news in News? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks
by Sims, Eric
- 61-77 On the emergence of scale-free production networks
by Gualdi, Stanislao & Mandel, Antoine
- 78-93 The evolution of U.S. monetary policy: 2000–2007
by Belongia, Michael T. & Ireland, Peter N.
- 94-117 Endogenous search, price dispersion, and welfare
by Wang, Liang
- 118-141 Education, lifetime labor supply, and longevity improvements
by Sánchez-Romero, Miguel & d׳Albis, Hippolyte & Prskawetz, Alexia
- 142-158 Information rigidities and asymmetric business cycles
by Cheremukhin, Anton & Tutino, Antonella
- 159-180 News shock, firm dynamics and business cycles: Evidence and theory
by Fan, Haichao & Gao, Xiang & Xu, Juanyi & Xu, Zhiwei
- 181-199 Uncertainty-driven labor market fluctuations
by Pries, Michael J.
- 200-219 Uncertainty shocks, banking frictions and economic activity
by Bonciani, Dario & Roye, Björn van
- 220-240 Optimal fiscal and monetary policy with occasionally binding zero bound constraints
by Nakata, Taisuke
- 241-258 Testing for identification in SVAR-GARCH models
by Lütkepohl, Helmut & Milunovich, George
- 259-282 The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy
by Rychalovska, Yuliya
- 283-297 The inflation bias under Calvo and Rotemberg pricing
by Leith, Campbell & Liu, Ding
- 298-313 Pricing competition with inventory considerations in a hazard rate-prone market of durables
by Kogan, Konstantin
- 314-328 Money, liquidity, and the structure of production
by Hendrickson, Joshua R. & Salter, Alexander William
- 329-353 Direct comparison of agent-based models of herding in financial markets
by Barde, Sylvain
- 354-372 A contingent claims analysis of optimal investment subsidy
by Instefjord, Norvald & Nawosah, Vivekanand & Yang, Pei
- 373-387 Optimal monetary policy in a New Keynesian model with heterogeneous expectations
by Di Bartolomeo, Giovanni & Di Pietro, Marco & Giannini, Bianca
- 388-416 Interbank loans, collateral and modern monetary policy
by Wolski, Marcin & van de Leur, Michiel
- 417-438 The stock–bond comovements and cross-market trading
by Li, Mengling & Zheng, Huanhuan & Tai Leung Chong, Terence & Zhang, Yang
- 439-452 Joint stochastic dynamic pricing and advertising with time-dependent demand
by Schlosser, Rainer
- 453-457 Dynamic R&D with spillovers: A comment
by Smrkolj, Grega & Wagener, Florian
2016, Volume 72, Issue C
- 5-23 Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment
by Eaton, Jonathan & Kortum, Samuel & Neiman, Brent
- 24-28 Comments on “Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment” by J. Eaton, S. Kortum and B. Neiman
by Corsetti, Giancarlo
- 29-41 Measuring openness to trade
by Waugh, Michael E. & Ravikumar, B.
- 42-44 Comments on “Measuring openness to trade” by M.E. Waugh and B. Ravikumar
by Auer, Raphael A.
- 45-66 The interaction and sequencing of policy reforms
by Asturias, Jose & Hur, Sewon & Kehoe, Timothy J. & Ruhl, Kim J.
- 67-68 Comments on “The interaction and sequencing of policy reforms” by J. Asturias, S. Hur, T.J. Kehoe and K.J. Ruhl
by Imbs, Jean
- 69-93 Market reforms in the time of imbalance
by Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe & Ghironi, Fabio
- 94-97 Comments on “Market reforms in the time of imbalance” by M. Cacciatore, R. Duval, G. Fiori and F. Ghironi
by Kollmann, Robert & Vogel, Lukas
- 98-110 Pareto weights as wedges in two-country models
by Backus, David & Coleman, Chase & Ferriere, Axelle & Lyon, Spencer
- 111-114 Comments on “Pareto weights as wedges in two-country models” by D. Backus, C. Coleman, A. Ferriere and S. Lyon
by Kose, M. Ayhan
- 115-124 International business cycles and risk sharing with uncertainty shocks and recursive preferences
by Kollmann, Robert
- 125-137 Reverse speculative attacks
by Amador, Manuel & Bianchi, Javier & Bocola, Luigi & Perri, Fabrizio
- 138-140 Comments on “Reverse speculative attacks” by M. Amador, J. Bianchi, L. Bocola and F. Perri
by Martin, Alberto
- 141-154 Liquidity constrained exporters
by Chaney, Thomas
- 155-158 Comments on “Liquidity constrained exporters” by T. Chaney
by Bonfiglioli, Alessandra
- 159-168 Trends and cycles in small open economies: making the case for a general equilibrium approach
by Chen, Kan & Crucini, Mario J.
- 169-179 How does the sensitivity of consumption to income vary over time? International evidence
by Islamaj, Ergys & Kose, M. Ayhan
2016, Volume 71, Issue C
- 1-20 Non-renewable resources in the long run
by Hart, Rob
- 21-44 Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach
by Dieci, Roberto & Westerhoff, Frank
- 45-59 Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
by Ewald, Christian-Oliver & Zhang, Hai
- 60-76 Home productivity
by Bridgman, Benjamin
- 77-85 An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
by He, Xin-Jiang & Zhu, Song-Ping
- 86-101 Measuring nonfundamentalness for structural VARs
by Soccorsi, Stefano
2016, Volume 70, Issue C
- 1-17 Information rigidities and the news-adjusted output gap
by Garratt, Anthony & Lee, Kevin & Shields, Kalvinder
- 18-35 The annuity puzzle remains a puzzle
by Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M.
- 36-53 Lack of confidence, the zero lower bound, and the virtue of fiscal rules
by Schmidt, Sebastian
- 54-85 Slow recoveries: Any role for corporate leverage?
by Smets, Frank & Villa, Stefania
- 86-100 Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
by Dovern, Jonas & Feldkircher, Martin & Huber, Florian
- 101-123 Alpha-robust mean-variance reinsurance-investment strategy
by Li, Bin & Li, Danping & Xiong, Dewen
- 124-143 Changes in Federal Reserve preferences
by Lakdawala, Aeimit
- 144-164 Asset retirement with infinitely repeated alternative replacements: Harvest age and species choice in forestry
by Ben Abdallah, Skander & Lasserre, Pierre
- 165-177 Identification and inference in two-pass asset pricing models
by Khalaf, Lynda & Schaller, Huntley
- 178-193 On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
by Cong, F. & Oosterlee, C.W.
2016, Volume 69, Issue C
- 1-20 When do fiscal consolidations lead to consumption booms? Lessons from a laboratory experiment
by Geiger, Martin & Luhan, Wolfgang J. & Scharler, Johann
- 21-44 On the desirability of nominal GDP targeting
by Garín, Julio & Lester, Robert & Sims, Eric
- 45-67 Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
by in ׳t Veld, Daan
- 68-88 Can a stochastic cusp catastrophe model explain housing market crashes?
by Diks, Cees & Wang, Juanxi
- 89-111 Endogenous credit standards and aggregate fluctuations
by Ravn, Søren Hove
- 112-126 Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia
by Bask, Mikael & Proaño, Christian R.
- 127-151 Technology ladders and R&D in dynamic Cournot markets
by Ludkovski, Michael & Sircar, Ronnie
- 152-178 Asset prices with non-permanent shocks to consumption
by Pohl, Walter & Schmedders, Karl & Wilms, Ole
- 179-208 Testing for time variation in an unobserved components model for the U.S. economy
by Berger, Tino & Everaert, Gerdie & Vierke, Hauke
- 209-228 Equilibria under monetary and fiscal policy interactions in a portfolio choice model
by Gliksberg, Baruch
- 229-248 Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data
by Liu, Xuan & Yang, Fang & Cai, Zongwu
- 249-267 By force of demand: Explaining cyclical fluctuations of international trade and government spending
by Jiang, Mingming
- 268-300 Asymmetric Effects of Exogenous Tax Changes
by Hussain, Syed M. & Malik, Samreen
- 301-318 On the welfare cost of rare housing disasters
by Xu, Shaofeng
- 319-349 The macroeconomic effects of uncertainty shocks: The role of the financial channel
by Popp, Aaron & Zhang, Fang
- 350-374 Revisiting the matching function
by Kohlbrecher, Britta & Merkl, Christian & Nordmeier, Daniela
- 375-408 Agent based-stock flow consistent macroeconomics: Towards a benchmark model
by Caiani, Alessandro & Godin, Antoine & Caverzasi, Eugenio & Gallegati, Mauro & Kinsella, Stephen & Stiglitz, Joseph E.
- 409-435 Entry deterrence and hidden competition
by Lavrutich, Maria N. & Huisman, Kuno J.M. & Kort, Peter M.
- 436-459 Envelope condition method with an application to default risk models
by Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor
2016, Volume 68, Issue C
2016, Volume 67, Issue C
- 1-21 Leveraged investments and agency conflicts when cash flows are mean reverting
by Glover, Kristoffer J. & Hambusch, Gerhard
- 22-39 Learning and the dynamics of consumer unsecured debt and bankruptcies
by Luzzetti, Matthew N. & Neumuller, Seth
- 40-57 A tale of two correlations: Evidence and theory regarding the phase shift between the price level and output
by Brock, William A. & Haslag, Joseph H.
- 58-72 Statehood, democracy and preindustrial development
by Lagerlöf, Nils-Petter
- 73-92 Asset sale, debt restructuring, and liquidation
by Nishihara, Michi & Shibata, Takashi
2016, Volume 66, Issue C
2016, Volume 65, Issue C
2016, Volume 64, Issue C
- 1-22 Stochastic costly state verification and dynamic contracts
by Popov, Latchezar
- 23-38 Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation
by Cong, F. & Oosterlee, C.W.
- 39-65 Taking financial frictions to the data
by Suh, Hyunduk & Walker, Todd B.
- 66-81 Calibration of stochastic volatility models: A Tikhonov regularization approach
by Dai, Min & Tang, Ling & Yue, Xingye
- 82-103 Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity
by Savin, Ivan & Egbetokun, Abiodun
- 104-118 Unions, innovation and cross-country wage inequality
by Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi
- 119-147 Default risk and private student loans: Implications for higher education policies
by Ionescu, Felicia & Simpson, Nicole
- 148-165 Optimal monetary policy in a new Keynesian model with animal spirits and financial markets
by Lengnick, Matthias & Wohltmann, Hans-Werner
2016, Volume 63, Issue C
2016, Volume 62, Issue C
2015, Volume 61, Issue C
- 1-16 Value and risk dynamics over the innovation cycle
by Dockner, Engelbert J. & Siyahhan, Baran
- 17-33 Inflation tax in the lab: a theoretical and experimental study of competitive search equilibrium with inflation
by Anbarci, Nejat & Dutu, Richard & Feltovich, Nick
- 34-60 Emission taxes and standards in a general equilibrium with entry and exit
by Li, Zhe & Sun, Jianfei
- 61-80 Multinational firms׳ entry and productivity: Some aggregate implications of firm-level heterogeneity
by Contessi, Silvio
- 81-94 Do credit market imperfections justify a central bank׳s response to asset price fluctuations?
by Nutahara, Kengo
- 95-113 The effects of oil price shocks on job reallocation
by Herrera, Ana María & Karaki, Mohamad B.
- 114-132 Fiscal policy effects in a heterogeneous-agent OLG economy with an aging population
by Nishiyama, Shinichi
- 133-151 CES technology and business cycle fluctuations
by Cantore, Cristiano & Levine, Paul & Pearlman, Joseph & Yang, Bo
- 152-182 Macroeconomies as constructively rational games
by Sinitskaya, Ekaterina & Tesfatsion, Leigh
- 183-203 Robust measurement of (heavy-tailed) risks: Theory and implementation
by Schneider, Judith C. & Schweizer, Nikolaus
- 204-221 Economic growth and inequality: The role of public investment
by Turnovsky, Stephen J.
- 222-244 Resiliency of the limit order book
by Lo, Danny K. & Hall, Anthony D.
- 245-268 Learning, information processing and order submission in limit order markets
by Chiarella, Carl & He, Xue-Zhong & Wei, Lijian
- 269-282 From General Equilibrium to Schumpeter
by Shubik, Martin & Sudderth, William D.
- 283-302 Discrete-time behavioral portfolio selection under cumulative prospect theory
by Shi, Yun & Cui, Xiangyu & Li, Duan
- 303-333 ‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
by Branger, Nicole & Schlag, Christian & Wu, Lue
- 334-349 Estimation of correlations in portfolio credit risk models based on noisy security prices
by Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy
2015, Volume 60, Issue C
- 1-25 A calibration procedure for analyzing stock price dynamics in an agent-based framework
by Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro
- 26-41 The method of endogenous gridpoints in theory and practice
by White, Matthew N.
- 42-72 Renting vs buying a home: A matter of wealth accumulation or of geographic stability?
by Mnasri, A.
- 73-94 Equilibrium theory of stock market crashes
by Isaenko, Sergey
- 95-111 Solving generalized multivariate linear rational expectations models
by Tan, Fei & Walker, Todd B.
- 112-133 Using nonlinear model predictive control for dynamic decision problems in economics
by Grüne, Lars & Semmler, Willi & Stieler, Marleen
- 134-151 Robustness of stable volatility strategies
by Branger, Nicole & Mahayni, Antje & Zieling, Daniel
- 152-165 House price dynamics: Fundamentals and expectations
by Granziera, Eleonora & Kozicki, Sharon
2015, Volume 59, Issue C
- 1-21 Lending terms and aggregate productivity
by Figueroa, Nicolás & Leukhina, Oksana
- 22-36 On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options
by Ewald, Christian-Oliver & Yor, Marc
- 37-57 Attention misallocation, social welfare and policy implications
by Chen, Heng & Luo, Yulei & Pei, Guangyu
- 58-74 Learnability of an equilibrium with private information
by Nakagawa, Ryuichi
- 75-94 The time varying effect of oil price shocks on euro-area exports
by Riggi, Marianna & Venditti, Fabrizio
- 95-117 Animal spirits and credit cycles
by De Grauwe, Paul & Macchiarelli, Corrado
- 118-141 The role of bank relationships in the interbank market
by Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel
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